Anic Equity¶

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Total return since start: 0.612 %¶

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Equity now: -----------------------------> 49239.52 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43308.93 Kr¶

PnL: ---------------------------------------> -1566.65 Kr¶

DD now: ---------------------------------> -7.306 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:07:04.484304'

Anic Portfolio¶

Today¶

Return: 0.042 %¶

This Week¶

Return: -2.979 %¶

Total portfolio value¶

Return including deposits: 61.198 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.320000 1511.830000 88.830000 6.240000 1423.000014
Hennes & Mauritz B 6 0.970000 925.800000 13.800000 1.510000 912.000000
JM 7 3.460000 963.200000 13.200000 1.390000 950.000002
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
Atrium Ljungberg B 5 -0.550000 898.500000 -5.500000 -0.610000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
ASSA ABLOY B 4 -0.810000 980.800000 -12.200000 -1.230000 993.000000
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
INVISIO 15 -0.420000 3555.000000 -17.000000 -0.480000 3571.999995
Biotage 1 -0.830000 131.900000 -17.100000 -11.480000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
OX2 12 -0.470000 886.800000 -22.200000 -2.440000 909.000000
Bufab 3 -0.620000 1051.800000 -24.200000 -2.250000 1076.000001
Alimak Group 12 -0.370000 979.200000 -27.800000 -2.760000 1007.000004
Vitrolife 3 -1.460000 648.600000 -28.400000 -4.190000 677.000001
AcadeMedia 20 -1.820000 948.400000 -29.600000 -3.030000 978.000000
Investor B 3 -0.290000 627.000000 -31.000000 -4.710000 657.999999
Latour B 4 -0.920000 822.000000 -34.000000 -3.970000 856.000000
Sandvik 4 -1.070000 813.200000 -34.800000 -4.100000 848.000000
Vitec Software Group B 2 -0.840000 1067.000000 -37.000000 -3.350000 1104.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Byggmax Group 33 -0.640000 928.620000 -38.380000 -3.970000 966.999990
Hexatronic Group 15 -0.840000 1032.600000 -38.400000 -3.590000 1071.000000
EQT 4 0.770000 834.000000 -39.000000 -4.470000 873.000000
Sagax B 4 -1.120000 846.000000 -39.000000 -4.410000 885.000000
Addnode Group B 7 -0.960000 864.500000 -40.500000 -4.480000 904.999998
Gränges 10 -2.060000 998.000000 -41.000000 -3.950000 1039.000000
Platzer Fastigheter Holding B 12 0.000000 909.600000 -41.400000 -4.350000 951.000000
SKF B 5 -0.770000 937.250000 -42.750000 -4.360000 980.000000
Catena 2 -0.050000 762.400000 -43.600000 -5.410000 806.000000
Hoist Finance 36 -1.470000 966.600000 -44.400000 -4.390000 1010.999988
HEXPOL B 8 -0.090000 886.400000 -70.600000 -7.380000 957.000000
Hexagon B 26 -1.050000 3303.300000 -116.700000 -3.410000 3420.000012
Orrön Energy 170 -2.500000 1926.100000 -119.900000 -5.860000 2045.999980
VEF 788 -0.360000 1761.970000 -141.030000 -7.410000 1903.000300
Sedana Medical 93 0.580000 2576.100000 -407.480000 -13.660000 2983.577733
TOTAL 43321.870000 -1553.710000 -7.28062% 44875.578016

Updated:¶

'2023-06-22 16:05:11.017982'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶